Testing for equality between conditional copulas given discretized conditioning events (Q110517)
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scientific article; zbMATH DE number 7792225
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| English | Testing for equality between conditional copulas given discretized conditioning events |
scientific article; zbMATH DE number 7792225 |
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21 August 2020
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22 January 2024
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Testing for equality between conditional copulas given discretized conditioning events (English)
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conditional copula
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conditional Kendall's tau
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decision tree
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simplifying assumption
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0.7860985398292542
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0.7852206826210022
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0.783785879611969
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0.7810580730438232
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0.7753532528877258
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Jean-David Fermanian
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Aleksey Min
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